+301.0%
AEM vs ELF
+230.6%
+70.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.5% |
| 7D | +3.0% | -6.8% | +9.8% | +3.2% |
| 30D | +12.5% | +5.1% | +7.4% | +12.4% |
| 3M | +26.9% | +79.8% | -52.8% | +25.7% |
| 6M | -9.4% | +29.7% | -39.2% | -10.0% |
| YTD | +20.3% | +31.6% | -11.4% | +19.4% |
| 1Y | +33.8% | -27.9% | +61.7% | +32.6% |
| 3Y | +349.8% | -26.4% | +376.2% | +346.2% |
| 5Y | +301.0% | +235.6% | +65.4% | +284.4% |
| All | +301.0% | +230.6% | +70.4% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling